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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A. (contributor);  … - 2004 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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Measuring the liquidity effect
Hamilton, James D. - 1996
Persistent link: https://www.econbiz.de/10000939624
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Do measures of monetary policy in a VAR make sense?
Rudebusch, Glenn D. - 1996
Persistent link: https://www.econbiz.de/10000939625
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Using prices to measure productivity in a two-sector growth model
Marquis, Milton H. (contributor); Trehan, Bharat (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001609838
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When do matched-model and hedonic techniques yield similar price measures?
Aizcorbe, Ana M. (contributor); Corrado, Carol (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868041
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On using relative prices to measure capital-specific technological progress
Marquis, Milton H. (contributor); Trehan, Bharat (contributor) - 2005
Persistent link: https://www.econbiz.de/10003158928
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Alternative measures of the federal reserve banks ́cost of equity capital
Barnes, Michelle L. (contributor); Lopez, Jose (contributor) - 2005
Persistent link: https://www.econbiz.de/10003158991
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Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk - 1993
Persistent link: https://www.econbiz.de/10000898542